Back to Search
Start Over
On the transition densities of diffusion processes with reflecting boundaries
- Publication Year :
- 1990
- Publisher :
- World Scientific Publishing, 1990.
-
Abstract
- Symmetry conditions on the transition pdf of one dimensional time-homogeneous diffusion processes with natural boundaries are used to determine transition pdf’s in the presence of reflecting boundaries. Several examples of interest for applications are discussed.
- Subjects :
- Reflecting boundaries
Diffusion processes
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Accession number :
- edsair.dedup.wf.001..808aab69b3ffb02f9e11080a013f78f2